Stochastic linear programming games with concave preferences
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Publication:319166
DOI10.1016/j.ejor.2014.12.025zbMath1346.90649OpenAlexW2079562023MaRDI QIDQ319166
Publication date: 6 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2014.12.025
Cooperative games (91A12) Linear programming (90C05) Stochastic programming (90C15) Stochastic games, stochastic differential games (91A15)
Related Items (6)
Random-payoff two-person zero-sum game with joint chance constraints ⋮ Recent contributions to linear semi-infinite optimization ⋮ Recent contributions to linear semi-infinite optimization: an update ⋮ Dynamic linear programming games with risk-averse players ⋮ Technical Note—Robust Newsvendor Games with Ambiguity in Demand Distributions ⋮ Optimization implementation of solution concepts for cooperative games with stochastic payoffs
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